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AGGY vs. FTBFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGGY and FTBFX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

AGGY vs. FTBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and Fidelity Total Bond Fund (FTBFX). The values are adjusted to include any dividend payments, if applicable.

14.00%16.00%18.00%20.00%22.00%24.00%NovemberDecember2025FebruaryMarchApril
17.50%
23.27%
AGGY
FTBFX

Key characteristics

Sharpe Ratio

AGGY:

1.07

FTBFX:

1.45

Sortino Ratio

AGGY:

1.54

FTBFX:

2.17

Omega Ratio

AGGY:

1.19

FTBFX:

1.26

Calmar Ratio

AGGY:

0.46

FTBFX:

0.74

Martin Ratio

AGGY:

3.12

FTBFX:

4.27

Ulcer Index

AGGY:

2.01%

FTBFX:

1.79%

Daily Std Dev

AGGY:

5.87%

FTBFX:

5.27%

Max Drawdown

AGGY:

-20.98%

FTBFX:

-18.19%

Current Drawdown

AGGY:

-7.89%

FTBFX:

-3.78%

Returns By Period

In the year-to-date period, AGGY achieves a 1.69% return, which is significantly lower than FTBFX's 2.14% return.


AGGY

YTD

1.69%

1M

0.05%

6M

0.98%

1Y

6.76%

5Y*

-0.96%

10Y*

N/A

FTBFX

YTD

2.14%

1M

0.37%

6M

1.78%

1Y

8.00%

5Y*

0.39%

10Y*

1.97%

*Annualized

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AGGY vs. FTBFX - Expense Ratio Comparison

AGGY has a 0.12% expense ratio, which is lower than FTBFX's 0.45% expense ratio.


Expense ratio chart for FTBFX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTBFX: 0.45%
Expense ratio chart for AGGY: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGGY: 0.12%

Risk-Adjusted Performance

AGGY vs. FTBFX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGGY
The Risk-Adjusted Performance Rank of AGGY is 7575
Overall Rank
The Sharpe Ratio Rank of AGGY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AGGY is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AGGY is 5858
Calmar Ratio Rank
The Martin Ratio Rank of AGGY is 7474
Martin Ratio Rank

FTBFX
The Risk-Adjusted Performance Rank of FTBFX is 8484
Overall Rank
The Sharpe Ratio Rank of FTBFX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FTBFX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FTBFX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FTBFX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FTBFX is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGGY vs. FTBFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and Fidelity Total Bond Fund (FTBFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for AGGY, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.00
AGGY: 1.13
FTBFX: 1.45
The chart of Sortino ratio for AGGY, currently valued at 1.62, compared to the broader market-2.000.002.004.006.008.00
AGGY: 1.62
FTBFX: 2.17
The chart of Omega ratio for AGGY, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
AGGY: 1.21
FTBFX: 1.26
The chart of Calmar ratio for AGGY, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.00
AGGY: 0.49
FTBFX: 0.74
The chart of Martin ratio for AGGY, currently valued at 3.29, compared to the broader market0.0020.0040.0060.00
AGGY: 3.29
FTBFX: 4.27

The current AGGY Sharpe Ratio is 1.07, which is comparable to the FTBFX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of AGGY and FTBFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.13
1.45
AGGY
FTBFX

Dividends

AGGY vs. FTBFX - Dividend Comparison

AGGY's dividend yield for the trailing twelve months is around 4.11%, less than FTBFX's 4.48% yield.


TTM20242023202220212020201920182017201620152014
AGGY
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
4.11%4.38%3.78%2.77%2.10%2.96%3.02%3.36%2.78%3.19%1.27%0.00%
FTBFX
Fidelity Total Bond Fund
4.48%4.51%4.15%3.34%2.19%2.53%2.95%3.19%2.74%2.95%3.71%2.99%

Drawdowns

AGGY vs. FTBFX - Drawdown Comparison

The maximum AGGY drawdown since its inception was -20.98%, which is greater than FTBFX's maximum drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for AGGY and FTBFX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-7.89%
-3.78%
AGGY
FTBFX

Volatility

AGGY vs. FTBFX - Volatility Comparison

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 3.08% compared to Fidelity Total Bond Fund (FTBFX) at 2.15%. This indicates that AGGY's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
3.08%
2.15%
AGGY
FTBFX